EBA Publish Final Guidance to Strengthen Pillar 2 Framework

July 19 2018 

The EBA has published its final revised guidelines aimed at further enhancing institutions’ risk management and supervisory convergence in the supervisory review and examination process (SREP). The three reviewed Guidelines focus on stress testing, particularly its use in setting Pillar 2 capital guidance (P2G), as well as interest rate risk in the banking book (IRRBB).

Further details can be found in the press release here.